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Stochastic optimization in AIMMS
Kůdela, Jakub ; Mrázková, Eva (oponent) ; Popela, Pavel (vedoucí práce)
This master’s thesis introduces the basic concepts of mathematical and, most importantly, stochastic programming. Moreover, it gives a description of the usage of the software AIMMS in constructing and solving various optimization problems. Our main goal is to program several methods for solving these stochastic programming problems in AIMMS and show the usage and usefulness of these methods on chosen problems. One of the problems we chose is an incineration plant model. All the AIMMS programs, that we describe and use in our text, and their source codes will be enclosed in the appendices.
Stochastic optimization in AIMMS
Kůdela, Jakub ; Mrázková, Eva (oponent) ; Popela, Pavel (vedoucí práce)
This master’s thesis introduces the basic concepts of mathematical and, most importantly, stochastic programming. Moreover, it gives a description of the usage of the software AIMMS in constructing and solving various optimization problems. Our main goal is to program several methods for solving these stochastic programming problems in AIMMS and show the usage and usefulness of these methods on chosen problems. One of the problems we chose is an incineration plant model. All the AIMMS programs, that we describe and use in our text, and their source codes will be enclosed in the appendices.

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